Nonnegative matrix decomposition

Given a matrix , the problem seeks nonnegative matrices and such that XY =M or XYapprox M .

The model is

$mathop{mathrm{minimize}}_{Xge 0,Yge 0} ~frac{1}{2}|XY - M|_F^2.$

The algorithm is described in Algorithm 2 of this report.

Matlab code of BCU with prox-linear update and extrapolation